I'm a Classicist who has also done a fair bit of work on Sanskrit because of a) the Indo-European link and b) the literature is just quite cool. I have some thoughts on this but am not sure about the rules on linking to a personal website.

There are going to be some similarities due to a) Springing from a common source (not necessarily the PIE link, ample evidence for influence on both from Mesopotamia). b) Greeks influencing Indians and vice versa. c) Our comparative models making us think two very different things are similar (do not underestimate this).

This is problematised since, despite what RW Indian groups will claim, the Hinduism of the period looked quite a bit different to how its practiced now. In fact, the Gupta Empire (4th-6th AD) seems to be the major formulative influence on modern Hinduism.

In the North West, where Greek influence was strongest, you're looking at a mix of Buddhist and Vedic cults that were ancestral to but in many ways distinct from later forms.

A few areas stick out:

1. Plastic arts (look at the Gandhara Buddha)
2. Architecture - though there are better examples of this in East Afghanistan, at the time you would think of this was part of the Indosphere.
3. Buddhist dress.
4. Astronomy.

Here's something I wrote on a bit of iconography, hopefully, if against the rules, the mods will just remove the link and not the whole post :\

https://philologicalcrocodile.wordpress.com/2018/06/10/what-has-athens-to-do-with-pataliputra/

If you like, I can give you a reading list.